+53.9%
WM vs MXL
+14.7%
+39.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -1.3% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | -2.4% | -7.0% | +4.6% | -2.4% |
| 3M | +0.4% | -33.4% | +33.8% | +0.5% |
| 6M | -9.5% | +260.2% | -269.6% | -14.3% |
| YTD | +0.5% | +260.0% | -259.5% | -5.0% |
| 1Y | -1.1% | +303.5% | -304.6% | -7.2% |
| 3Y | +46.0% | +160.4% | -114.4% | +36.3% |
| All | +53.9% | +14.7% | +39.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling